Dataset:
1 Haemogram Report 1 Routine Haemogram
1 Haemogram Report 5 Diff. Count (Mature Cells)
1 Haemogram Report 10 Special Investigations
2 Haemogram Report 1 Diff. Count (Mature Cells)
3 C-Reactive Protine 1
4 Urine Analysis 1 Physical Examination
4 Urine Analysis 8 Chemical Examination
4 Urine Analysis 10 Microscopic Examination of Centrifugalised Deposit
5 Haemogram Report 1 E.S.R.

Bhavbhutis attempt:
WITH cteTestGroups AS (SELECT MIN(A.iSrNo) AS iGroupSrNo
, B.cTitle
, MIN(C.iSrNo) AS iSubGroupSrNo
, C.cSubGroup
FROM sReqSlipTestGroup A
JOIN mTestGroups B
ON B.iID = A.iTestGroupID
JOIN lTestGroupsTest C
ON C.iPID = B.iID
JOIN mTests D
ON D.iID = C.iTestID
WHERE A.iPID = 1
GROUP BY B.lNewPage
, A.iSrNo
, B.cTitle
, C.cSubGroup
ORDER BY 1, 2, 3, 4)

SELECT cteTG.*
FROM cteTestGroups cteTG

>My final output I want something like this:
>1    Haemogram Report                                      1    Routine Haemogram
>1    Haemogram Report                                      5    Diff. Count (Mature Cells)
>1    Haemogram Report                                      10   Special Investigations
>5    Haemogram Report                                      1    E.S.R.
>3    C-Reactive Protine                                    1
>4    Urine Analysis                                       1    Physical Examination
>4    Urine Analysis                                        8    Chemical Examination
>4    Urine Analysis                                        10   Microscopic Examination of Centrifugalised Deposit
>
>ie.  The Row 4 is merged with row 2 and row 9 becomes row 4
>
>The idea is that all the cTitle are clubbed together but in the order they were originally selected, thus MIN(A.iSrNo).
>The second grouping is cSubGroup, together but in the order they were defined, thus MIN(C.iSrNo)

I think an additional CTE may be what you want:

WITH cteTestGroups (iGroupSrNo, cTitle, iSubGroupSrNo, cSubGroup AS
(SELECT MIN(A.iSrNo), B.cTitle, MIN(C.iSrNo), C.cSubGroup
 FROM sReqSlipTestGroup A
 JOIN mTestGroups B ON B.iID = A.iTestGroupID
 JOIN lTestGroupsTest C ON C.iPID = B.iID
JOIN mTests D ON D.iID = C.iTestID
 WHERE A.iPID = 1
 GROUP BY B.lNewPage, A.iSrNo, B.cTitle, C.cSubGroup),
cteOrderGroups(cTitle, cOrder) AS
(select cTitle, min(iGroupSrNo)
from cteTestGroups
group by 1)
       
SELECT cteTG.*
FROM cteTestGroups cteTG
JOIN cteOrderGroups cteOG on cteTG.cTitle = cteOG.cTitle
ORDER BY cteOG.cOrder, cteTG.iSubGroupSrNo

Maybe things could be simplified further, but this at least ought to work.
Set

Thanks Set the output is almost there.  The duplication of Diff Count (row 4) needs to be avoided and E.S.R. (row 3) is supposed after Special Investigation.

Please advise

Kind regards
Bhavbhuti